+1.2%
MSI vs KRMN
+14.6%
-13.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.0% |
| 7D | -1.8% | -15.1% | +13.4% | -1.1% |
| 30D | -0.6% | -44.5% | +43.8% | +2.0% |
| 3M | +13.0% | -25.0% | +38.1% | +14.0% |
| 6M | +0.5% | -66.5% | +67.1% | +5.4% |
| YTD | +21.7% | -53.0% | +74.7% | +24.4% |
| 1Y | -2.6% | -44.7% | +42.1% | -2.2% |
| All | +1.2% | +14.6% | -13.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling